+843.2%
NEM vs BB
+338.1%
+505.1%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.1% | -1.3% |
| 7D | +0.3% | +7.3% | -7.0% | +0.1% |
| 30D | +1.1% | +11.2% | -10.1% | +0.7% |
| 3M | +1.3% | +4.7% | -3.4% | +1.0% |
| 6M | -1.4% | +51.1% | -52.5% | -3.1% |
| YTD | +19.4% | +148.0% | -128.6% | +15.4% |
| 1Y | +32.9% | +106.1% | -73.2% | +29.1% |
| 3Y | +267.0% | +158.2% | +108.8% | +251.4% |
| 5Y | +131.0% | -10.8% | +141.8% | +124.9% |
| 10Y | +379.9% | +29.3% | +350.6% | +352.8% |
| All | +843.2% | +338.1% | +505.1% | +992.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling